+395.5%
ENPH vs THC
+1,167.0%
-771.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -6.6% | +1.3% | -7.9% | -7.1% |
| 3M | -46.8% | +64.2% | -111.1% | -55.5% |
| 6M | -14.7% | +8.3% | -23.0% | -19.1% |
| YTD | +13.5% | +33.4% | -19.9% | -0.8% |
| 1Y | -0.4% | +37.7% | -38.1% | -14.6% |
| 3Y | -71.7% | +236.8% | -308.5% | -83.0% |
| 5Y | -79.1% | +249.3% | -328.3% | -88.2% |
| 10Y | +1,898.4% | +995.2% | +903.1% | +494.4% |
| All | +395.5% | +1,167.0% | -771.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling